Maximum likelihood estimation for multivariate normal distribution with monotone sample
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Publication:3135565
DOI10.1080/03610929208830763zbMath0800.62279OpenAlexW2117501026MaRDI QIDQ3135565
K. G. Jinadasa, Derrick Shannon Tracy
Publication date: 11 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929208830763
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Finite-sample inference with monotone incomplete multivariate normal data. I. ⋮ Finite-sample inference with monotone incomplete multivariate normal data. II ⋮ The Stein phenomenon for monotone incomplete multivariate normal data ⋮ The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data ⋮ Testing equality of mean vectors in a one-way MANOVA with monotone missing data ⋮ Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model ⋮ Improved simplified T2 test statistics for a mean vector with monotone missing data ⋮ A note on the maximum likelihood estimators for multivariate normal distribution with monotone data ⋮ On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data ⋮ Errors in discrimination with monotone missing data from multivariate normal populations ⋮ Bias correction forT2type statistic with two-step monotone missing data ⋮ Inferences on a normal covariance matrix and generalized variance with monotone missing data ⋮ Statistical inference for location and scale of elliptically contoured models with monotone missing data ⋮ Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample ⋮ Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data ⋮ Estimation of a multivariate normal covariance matrix with staircase pattern data ⋮ Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables ⋮ Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T2-statistic ⋮ Multivariate normality test based on kurtosis with two-step monotone missing data ⋮ On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data ⋮ Efficient ML estimation of the multivariate normal distribution from incomplete data ⋮ Multivariate regression with consecutively added dependent variables ⋮ Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
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